Nonlinear Financial Econometrics: M - E-book

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Nonlinear Financial Econometrics: Markov Switching Models, Persistence And Nonlinear Cointegration - ENG

Greg N. Gregoriou; Razvan Pascalau

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Sinopsis

ISBN:	9780230295216
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Negocios y economía
Subtema:	Finanzas Corporativas general
Año de publicación:	2010-12-08

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.

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